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SDUS.L vs. FEXU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SDUS.L vs. FEXU.L

Last updated Jun 5, 2026

SDUS.L (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) and FEXU.L (First Trust US Large Cap Core AlphaDEX UCITS ETF) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from iShares and First Trust respectively. Both are passively managed. Over the past 5 years, SDUS.L returned 14.04%/yr vs 10.82%/yr for FEXU.L. Their correlation of 0.89 suggests significant overlap in exposure. SDUS.L charges 0.07%/yr vs 0.75%/yr for FEXU.L.

Performance

SDUS.L vs. FEXU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) and First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDUS.L achieves a 10.25% return, which is significantly lower than FEXU.L's 14.28% return.

SDUS.L

1D
0.08%
1M
5.05%
YTD
10.25%
6M
10.89%
1Y
28.55%
3Y*
23.31%
5Y*
14.04%
10Y*
—

FEXU.L

1D
-0.08%
1M
4.33%
YTD
14.28%
6M
15.44%
1Y
28.91%
3Y*
20.53%
5Y*
10.82%
10Y*
12.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDUS.L vs. FEXU.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
SDUS.L
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)		10.25%17.72%26.89%30.69%-21.32%28.28%22.03%30.98%-7.54%
FEXU.L
First Trust US Large Cap Core AlphaDEX UCITS ETF		14.28%15.23%16.68%14.64%-12.27%26.82%13.54%26.06%-8.34%

Correlation

The correlation between SDUS.L and FEXU.L is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2018

0.89

The correlation between SDUS.L and FEXU.L shifts across timeframes, from 0.79 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.

SDUS.L vs. FEXU.L - Sectors Allocation Comparison

Sectors
SDUS.L
FEXU.L

Technology

38.0%
18.8%

Financial Services

12.4%
14.3%

Communication Services

12.1%
3.6%

Consumer Cyclical

10.8%
8.5%

Healthcare

9.2%
8.9%

Industrials

7.7%
19.4%

Consumer Defensive

2.7%
4.5%

Real Estate

2.0%
4.7%

Energy

1.9%
6.3%

Basic Materials

1.8%
3.5%

Utilities

1.3%
7.5%

Technology

SDUS.L
38.0%
FEXU.L
18.8%

Financial Services

SDUS.L
12.4%
FEXU.L
14.3%

Communication Services

SDUS.L
12.1%
FEXU.L
3.6%

Consumer Cyclical

SDUS.L
10.8%
FEXU.L
8.5%

Healthcare

SDUS.L
9.2%
FEXU.L
8.9%

Industrials

SDUS.L
7.7%
FEXU.L
19.4%

Consumer Defensive

SDUS.L
2.7%
FEXU.L
4.5%

Real Estate

SDUS.L
2.0%
FEXU.L
4.7%

Energy

SDUS.L
1.9%
FEXU.L
6.3%

Basic Materials

SDUS.L
1.8%
FEXU.L
3.5%

Utilities

SDUS.L
1.3%
FEXU.L
7.5%

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iShares MSCI USA ESG Screened UCITS ETF USD (Dist)

First Trust US Large Cap Core AlphaDEX UCITS ETF

Often compared with SDUS.L:
SDUS.L vs. GPSA.LSDUS.L vs. VWRA.LSDUS.L vs. IUSA.LSDUS.L vs. ISDU.LSDUS.L vs. MVEA.LSDUS.L vs. XZMD.LSDUS.L vs. BBUS.L
Often compared with FEXU.L:
FEXU.L vs. DGROFEXU.L vs. FEX.LFEXU.L vs. HIUS.LFEXU.L vs. FDN.LFEXU.L vs. EEDG.LFEXU.L vs. QCLN.LFEXU.L vs. XZMD.L

Return for Risk

SDUS.L vs. FEXU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SDUS.L
SDUS.L Risk / Return Rank: 7070
Overall Rank
SDUS.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SDUS.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
SDUS.L Omega Ratio Rank: 7171
Omega Ratio Rank
SDUS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
SDUS.L Martin Ratio Rank: 6969
Martin Ratio Rank
FEXU.L
FEXU.L Risk / Return Rank: 8080
Overall Rank
FEXU.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FEXU.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
FEXU.L Omega Ratio Rank: 7272
Omega Ratio Rank
FEXU.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
FEXU.L Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SDUS.L vs. FEXU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) and First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

SDUS.LFEXU.LDifference
Sharpe ratioReturn per unit of total volatility
2.28
2.42

-0.14

Sortino ratioReturn per unit of downside risk
3.33
3.54

-0.21

Omega ratioGain probability vs. loss probability

1.41

1.42

-0.01

Calmar ratioReturn relative to maximum drawdown

3.00

5.18

-2.18

Martin ratioReturn relative to average drawdown

12.48

17.52

-5.04

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SDUS.L vs. FEXU.L - Sharpe Ratio Comparison

The current SDUS.L Sharpe Ratio is 2.28, which is comparable to the FEXU.L Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of SDUS.L and FEXU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

SDUS.LFEXU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

2.42

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.67

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.73

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.68

+0.23

Drawdowns

SDUS.L vs. FEXU.L - Drawdown Comparison

The maximum SDUS.L drawdown since its inception was -33.90%, smaller than the maximum FEXU.L drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for SDUS.L and FEXU.L.

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Drawdown Indicators

SDUS.LFEXU.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.90%

-39.38%

+5.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-5.56%

-3.92%

Max Drawdown (3Y)

Largest decline over 3 years

-20.29%

-20.15%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

-20.80%

-5.43%

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.38%

—

Current Drawdown

Current decline from peak

-0.54%

-0.08%

-0.46%

Average Drawdown

Average peak-to-trough decline

-5.44%

-4.55%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

1.65%

+0.63%

Volatility

SDUS.L vs. FEXU.L - Volatility Comparison

The current volatility for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) is 3.55%, while First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.L) has a volatility of 4.43%. This indicates that SDUS.L experiences smaller price fluctuations and is considered to be less risky than FEXU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SDUS.LFEXU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

4.43%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

8.42%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

12.46%

11.92%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.80%

16.26%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

17.38%

+0.85%

SDUS.L vs. FEXU.L - Expense Ratio Comparison

SDUS.L has a 0.07% expense ratio, which is lower than FEXU.L's 0.75% expense ratio.

Dividends

SDUS.L vs. FEXU.L - Dividend Comparison

SDUS.L's dividend yield for the trailing twelve months is around 0.73%, while FEXU.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018
FEXU.L
First Trust US Large Cap Core AlphaDEX UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SDUS.L
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)		0.73%0.80%0.90%1.06%1.32%0.95%1.18%1.40%0.22%

Frequently Asked Questions

SDUS.L and FEXU.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SDUS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SDUS.L is cheaper with a 0.07% expense ratio, compared with 0.75% for FEXU.L.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.07% for SDUS.L and 0.75% for FEXU.L.

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